I have the same experience. I'm using a mail-forwarding service, so I can't host it with FastMail. FastMail is my third mail provider I'm forwarding to, and I'm not aware of any missed e-mail with any of them this far. Then again I guess I wouldn't be :)
I don't disagree it's better if fastmail (or whatever) can receive directly as it saves another MX server in the middle, but it's still doable without the end provider explicitly supporting it.